r - Create an incremental lagged data frame -


i have data frame lag number of times create incremental lagged data frame having same length.

library(quatmod) x<-c(1,2,3,4,6,7,4,2,3,4,3,4,6,7,7,8,9,0,0,9,7,6,4,5,3,2,3,2,3,4,5,6,7,8,8,9,9)  x1<-na.omit(lag(x,1)) x2<-na.omit(lag(x,2)) x3<-na.omit(lag(x,3)) x4<-na.omit(lag(x,4)) x5<-na.omit(lag(x,5)) x6<-na.omit(lag(x,6)) x7<-na.omit(lag(x,7))  short<-min(length(x1),length(x2),length(x3),length(x4),length(x5),length(x6),length(x7)) x1<-tail(x1,short) x2<-tail(x2,short) x3<-tail(x3,short) x4<-tail(x4,short) x5<-tail(x5,short) x6<-tail(x6,short) x7<-tail(x7,short)  xlag<-data.frame(x1,x2,x3,x4,x5,x6,x7)

i wondering if expressions made more efficient via function

thanks

what this:

maxlag <- 7; sapply(maxlag:1, function(i) x[i:(i+(length(x)-maxlag-1))])

or if maximal lag , length of x static, simpler:

sapply(7:1, function(i) x[i:(i+29)])

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